Guggenheim Mutual Fund Manager Performance Evaluation

GURPX -  USA Fund  

USD 38.71  0.03  0.08%

The fund retains a Market Volatility (i.e., Beta) of 0.6194, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Guggenheim's beta means in this case. As returns on the market increase, Guggenheim Risk returns are expected to increase less than the market. However, during the bear market, the loss on holding Guggenheim Risk will be expected to be smaller as well. Although it is extremely important to respect Guggenheim Risk Managed current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Guggenheim Risk Managed technical indicators, you can presently evaluate if the expected return of 0.0666% will be sustainable into the future.

Guggenheim Mutual Fund Performance 

 
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 Guggenheim Performance
6 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Guggenheim Risk Managed are ranked lower than 6 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Guggenheim Risk is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
Fifty Two Week Low29.42
Fifty Two Week High39.82
Annual Report Expense Ratio1.78%

Guggenheim Risk Relative Risk vs. Return Landscape

If you would invest  3,715  in Guggenheim Risk Managed on July 19, 2021 and sell it today you would earn a total of  156.00  from holding Guggenheim Risk Managed or generate 4.2% return on investment over 90 days. Guggenheim Risk Managed is currently producing 0.0666% returns and takes up 0.8147% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than Guggenheim, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Guggenheim Risk is expected to generate 1.11 times more return on investment than the market. However, the company is 1.11 times more volatile than its market benchmark. It trades about 0.08 of its potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of risk.

Guggenheim Risk Current Valuation

Fairly Valued
Today
38.71
17th of October 2021
Share
Please note that Guggenheim Risk's price fluctuation is very steady at this time.
Guggenheim Risk Managed retains a regular Real Value of $38.62 per share. The prevalent price of the fund is $38.71. At this time, the entity appears to be fairly valued. We determine the value of Guggenheim Risk Managed from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued assets and dropping overvalued assets since, at some point, stock prices and their ongoing real values will come together.
Our valuation method for Guggenheim Risk Managed is useful when determining the fair value of the Guggenheim mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Guggenheim Risk. Since Guggenheim Risk is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Guggenheim Mutual Fund. However, Guggenheim Risk's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
38.62
Real Value
39.43
Upside
Estimating the potential upside or downside of Guggenheim Risk Managed helps investors to forecast how Guggenheim mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Guggenheim Risk more accurately as focusing exclusively on Guggenheim Risk's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
37.6338.1939.31
Details
Hype
Prediction
LowEstimated ValueHigh
37.8538.6639.47
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
1.361.401.44
Details

Guggenheim Risk Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Guggenheim Risk's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Guggenheim Risk Managed, and traders can use it to determine the average amount a Guggenheim Risk's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0817

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CashGURPXAverage
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Estimated Market Risk
 0.81
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.08
  actual daily
 
 6 %
of total potential
 
66
Based on monthly moving average Guggenheim Risk is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Guggenheim Risk by adding it to a well-diversified portfolio.

About Guggenheim Risk Performance

To evaluate Guggenheim Risk Managed Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Guggenheim Risk generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Guggenheim Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Guggenheim Risk Managed stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Guggenheim's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The investment seeks to provide total return, comprised of capital appreciation and current income. The fund normally invests at least 80 percent of its assets in long and short equity securities of issuers primarily engaged in the real estate industry, such as real estate investment trusts and equity-like securities, including individual securities, exchange-traded funds and derivatives, giving exposure to issuers primarily engaged in the real estate industry.

Things to note about Guggenheim Risk Managed

Checking the ongoing alerts about Guggenheim Risk for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Guggenheim Risk Managed help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Guggenheim Risk Alerts

Equity Alerts and Improvement Suggestions

Guggenheim Risk is unlikely to experience financial distress in the next 2 years
On 30th of September 2021 Guggenheim Risk paid $ 0.0956 per share dividend to its current shareholders
Latest headline from www.dividendinvestor.com: NASDAQGURPX Risk Managed Real Estate Fd Cl PGuggenheim Funds Trust Dividend Announcement 0.0956 per share - Dividend Investor
The fund retains about 8.27% of its assets under management (AUM) in cash
Please check Risk vs Return Analysis. Note that the Guggenheim Risk Managed information on this page should be used as a complementary analysis to other Guggenheim Risk's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

Complementary Tools for Guggenheim Mutual Fund analysis

When running Guggenheim Risk Managed price analysis, check to measure Guggenheim Risk's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Guggenheim Risk is operating at the current time. Most of Guggenheim Risk's value examination focuses on studying past and present price action to predict the probability of Guggenheim Risk's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Guggenheim Risk's price. Additionally, you may evaluate how the addition of Guggenheim Risk to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Guggenheim Risk's value and its price as these two are different measures arrived at by different means. Investors typically determine Guggenheim Risk value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Guggenheim Risk's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.